In the game Myst, one can travel from island to island with some magic books. If the sailing vessel on the main island were operational, could one take it to visit the other islands? Are all of the Myst islands located on the same planet?
Here's a quote from The Book of D'ni:
Atrus looked up at the night sky, wondering, not for the first time, just when he was. From his studies of the star charts in the observatory, he had worked out that he was in a very different part of the galaxy from the planet he knew as Earth—or its equivalent—if one even existed in this Age. But it was more difficult to tell just how far he was from it in time, for when one linked there were no limits. The mind-staggering vastnesses of Time and Space were irrelevant. Congruity —the matching of word and place—was all that mattered.
Or, as his grandfather, Aitrus, had explained it to his grandmother, Anna: “These Ages are worlds that do exist, or have existed, or shall. Providing the description fits, there is no limitation of time and space. The link is made regardless.”
The implication from the quote is that Atrus believes that the books link to a different world in the same galaxy but not necessarily a contemporaneous one. Later on in the novel an old linking book is found and through experiments the characters deduce that it links to a world whose star has gone supernova and destroyed the world.
Each age is a separate and distinct universe.
In The Book of Atrus Gehn shows Atrus how to make ages and how to travel from one to the other. It's possible to make an age that doesn't support life, which would mean that age is not in the same universe, with the same physical laws, as all the others. He is quite clear to Atrus that if you go into an age and do not carry a linking book with you, there is no way to leave it.
Once you go into an age, you're in a self contained universe. You can't make a boat or build a bridge or swim to another age. Without a linking book, you're lost in that age for the rest of your life or until someone comes through with a linking book.